+1,098.3%
MPC vs USFR
+28.5%
+1,069.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | +0.1% | -8.9% | -8.9% |
| 30D | -14.4% | +0.4% | -14.8% | -14.9% |
| 3M | +21.9% | +1.1% | +20.9% | +20.2% |
| 6M | +60.1% | +2.1% | +58.1% | +55.7% |
| YTD | +142.3% | +3.4% | +138.9% | +131.6% |
| 1Y | +101.7% | +4.1% | +97.6% | +91.2% |
| 3Y | +184.8% | +14.4% | +170.4% | +138.9% |
| 5Y | +564.6% | +21.4% | +543.2% | +412.3% |
| 10Y | +1,098.3% | +28.5% | +1,069.8% | +755.7% |
| All | +1,098.3% | +28.5% | +1,069.8% | +755.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling